+70.8%
SAP vs CI
+49.9%
+20.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.6% | -1.5% | -3.8% |
| 7D | -0.7% | -1.6% | +0.9% | -0.4% |
| 30D | +11.1% | +5.4% | +5.7% | +10.4% |
| 3M | +17.0% | +7.3% | +9.8% | +16.0% |
| 6M | +34.8% | +5.3% | +29.5% | +33.7% |
| YTD | -2.2% | +8.5% | -10.7% | -3.7% |
| 1Y | -6.4% | +17.1% | -23.6% | -8.9% |
| 3Y | +75.1% | +1.4% | +73.7% | +72.8% |
| All | +70.8% | +49.9% | +20.9% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling